Anic Equity¶

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Total return since start: 0.599 %¶

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Equity now: -----------------------------> 48856.12 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42172.52 Kr¶

PnL: ---------------------------------------> -260.76 Kr¶

DD now: ---------------------------------> -8.027 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 11:11:26.405226'

Anic Portfolio¶

Today¶

Return: -0.907 %¶

This Week¶

Return: -0.907 %¶

Total portfolio value¶

Return including deposits: 59.942 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.620000 1656.360000 188.820000 12.870000 1467.540000
JM 6 2.090000 880.200000 18.000000 2.090000 862.200000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
Sagax B 4 1.500000 864.800000 12.800000 1.500000 852.000000
Hoist Finance 35 1.070000 988.750000 10.500000 1.070000 978.250000
Atrium Ljungberg B 5 1.070000 943.000000 10.000000 1.070000 933.000000
Catena 2 1.060000 798.000000 8.400000 1.060000 789.600000
Platzer Fastigheter Holding B 12 0.750000 966.000000 7.200000 0.750000 958.800000
Orrön Energy 180 0.220000 2044.800000 7.200000 0.350000 2037.600000
BioGaia B 8 0.780000 935.200000 7.200000 0.780000 928.000000
EQT 4 0.530000 834.000000 4.400000 0.530000 829.600000
AcadeMedia 8 0.600000 405.200000 4.000000 1.000000 401.200000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Byggmax Group 33 0.000000 954.360000 0.000000 0.000000 954.360000
Bilia A 8 -0.270000 896.800000 -0.800000 -0.090000 897.600000
Biotage 7 -0.150000 938.000000 -1.400000 -0.150000 939.400000
Gränges 9 -0.190000 924.300000 -1.800000 -0.190000 926.100000
ASSA ABLOY B 3 -0.230000 775.200000 -1.800000 -0.230000 777.000000
Clas Ohlson B 12 -0.190000 969.000000 -1.800000 -0.190000 970.800000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.750000 931.000000 -7.000000 -0.750000 938.000000
OX2 13 -1.300000 935.350000 -12.350000 -1.300000 947.700000
Alimak Group 11 -1.900000 908.600000 -17.600000 -1.900000 926.200000
Hexatronic Group 12 -1.840000 946.800000 -17.760000 -1.840000 964.560000
Nordic Waterproofing Holding 7 -2.610000 939.400000 -25.200000 -2.610000 964.600000
Latour B 4 -3.550000 824.800000 -30.400000 -3.550000 855.200000
Addnode Group B 11 -3.350000 887.700000 -30.800000 -3.350000 918.500000
VEF 909 -2.360000 1808.910000 -36.360000 -1.970000 1845.270000
Indutrade 5 -3.540000 1171.500000 -43.000000 -3.540000 1214.500000
Bufab 3 -4.830000 1053.000000 -53.400000 -4.830000 1106.400000
Hexagon B 26 -1.660000 3394.300000 -57.200000 -1.660000 3451.500000
BHG Group 97 -4.260000 1393.890000 -61.110000 -4.200000 1455.000000
Vitec Software Group B 2 -6.830000 1010.000000 -74.000000 -6.830000 1084.000000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
TOTAL 42172.520000 -260.760000 -8.02749% 42433.280000

Updated:¶

'2023-07-03 11:11:43.235152'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶